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A matrix formulation of the Tau Method for Fredholm and Volterra linear integro-differential equations

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Abstract

In this paper we obtain the matrix Tau Method representation of a general boundary value problem for Fredholm and Volterra integro-differential equations of orderv. Some theoretical results are given that simplify the application of the Tau Method. The application of the Tau Method to the numerical solution of such problems is shown. Numerical results and details of the algorithm confirm the high accuracy and userfriendly structure of this numerical approach.

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Authors and Affiliations

  1. Department of Mathematics, Tarbiat Modarres University, P.O. Box 14115-175, Tehran, Iran

    M. Hosseini AliAbadi & S. Shahmorad (Ph.D student)

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  1. M. Hosseini AliAbadi
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  2. S. Shahmorad
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Correspondence to M. Hosseini AliAbadi.

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AliAbadi, M.H., Shahmorad, S. A matrix formulation of the Tau Method for Fredholm and Volterra linear integro-differential equations. Korean J. Comput. & Appl. Math. 9, 497–507 (2002). https://doi.org/10.1007/BF03021557

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  • DOI: https://doi.org/10.1007/BF03021557

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